-29.9%
BABA vs NVT
+425.5%
-455.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.4% |
| 7D | -0.2% | +10.4% | -10.5% | -2.4% |
| 30D | -12.3% | -1.3% | -11.0% | -12.3% |
| 3M | -5.3% | -0.6% | -4.7% | -6.1% |
| 6M | -13.1% | +53.8% | -66.8% | -22.9% |
| YTD | -22.4% | +60.2% | -82.6% | -32.1% |
| 1Y | -19.5% | +76.8% | -96.3% | -31.5% |
| 3Y | +32.9% | +191.2% | -158.3% | -8.7% |
| 5Y | -29.9% | +430.9% | -460.8% | -64.2% |
| All | -29.9% | +425.5% | -455.4% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling